| 天然氣下跌時,imp vol also comes off. |
| 送交者: 小寒* 2008月06月19日09:30:12 於 [股市財經] 發送悄悄話 |
| 回 答: 謝謝菡妹 由 枯木朽株 於 2008-06-19 08:55:44 |
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Ng is always skewed to the upside and negatively skewed to the downside. When the market comes off, so does the vol, that's why the change on the put premium is small.
I think today may be an opportunity to add 55. |
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| 實用資訊 | |
